The lower parts of the air's molecules by Earth absorbs some of the energy from Earth's heat. As the air circulates this heat is spread throughout all of the air.
Because due to the Earth being tilted on it's side, the closest part to the Sun gets the most heat. The part farthest away from the Sun gets the least amount of heat.
Warm air rises because it's less dense than the denser cold air around it, leaving spots for said cold air to fall in to. As the lower air's molecules gain heat from Earth, it becomes warmer and starts rising, and so the process repeats.
Because in a very dry season we could run out of stored energy, making there be no energy remaining. (My solution to this would be to have some backup way to get electricity, reserved for only when wind turbines wouldn't work.)